risk - RISK RETURN Current riskfree rate = Number of...

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RISK RETURN 10 Current riskfree rate = 6.50% Risk premium for stocks= 5.50% Current stock price= $35.00 Number of periods of data= 53 Riskfree rate during period = 6.00% Current Annual DPS $0.00 Time period Index Price(Stock) DPS(Stock) Split Factor Index Level Return(Stock) Return(Mkt) (R(jt)-Rj)^2 (R(mt)-R(m))^2 (R(jt)-R(j)) 1 1 $30.75 1 179.63 (R(mt)-R(m)) 2 1 $28.00 1 181.19 -8.94% 0.87% 0.0110873483 6.0052242445E-006 0.0002580349 3 1 $27.75 $0.00 1 180.66 -0.89% -0.29% 0.0006147501 0.0001976887 0.0003486103 4 1 $27.50 1 179.83 -0.90% -0.46% 0.0006187454 0.0002474121 0.0003912609 5 1 $26.38 1 189.55 -4.07% 5.41% 0.0032027514 0.0018417808 -0.002428738 6 1 $26.00 $0.00 1 191.85 -1.44% 1.21% 0.0009162993 9.9785615276E-007 -0.000030238 7 1 $28.25 1 190.92 8.65% -0.48% 0.0049946557 0.0002554439 -0.001129537 8 1 $26.00 1 188.63 -7.96% -1.20% 0.009122466 0.0005349796 0.0022091477 9 1 $25.75 $0.00 1 182.08 -0.96% -3.47% 0.0006492797 0.0021030605 0.0011685352 10 1 $25.50 1 189.82 -0.97% 4.25% 0.0006540459 0.0009843099 -0.000802361 11 1 $28.50 1 202.17 11.76% 6.51% 0.0103594687 0.0029080742 0.0054887252 12 1 $29.25 $0.00 1 211.28 2.63% 4.51% 0.0001092068 0.0011509744 0.0003545338 13 1 $28.25 1 211.78 -3.42% 0.24% 0.0025053647 7.6887403357E-005 0.0004388975 14
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